STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (Q3465020)
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scientific article; zbMATH DE number 6536744
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| English | STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES |
scientific article; zbMATH DE number 6536744 |
Statements
STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (English)
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28 January 2016
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credit risk
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structural models
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default probabilities
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Lévy processes
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0.9133897
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0.8935049
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0.8932689
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0.8912635
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0.8833797
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